Irina Zviadadze : Citation Profile


Are you Irina Zviadadze?

HEC Paris (École des Hautes Études Commerciales)

3

H index

2

i10 index

68

Citations

RESEARCH PRODUCTION:

2

Articles

7

Papers

RESEARCH ACTIVITY:

   9 years (2012 - 2021). See details.
   Cites by year: 7
   Journals where Irina Zviadadze has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 1 (1.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzv4
   Updated: 2022-01-15    RAS profile: 2021-04-13    
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Relations with other researchers


Works with:

Chernov, Mikhail (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Irina Zviadadze.

Is cited by:

Chernov, Mikhail (11)

Liu, Yang (6)

Londono, Juan M. (3)

Verdelhan, Adrien (3)

Baruník, Jozef (3)

Boyarchenko, Nina (3)

Bauer, Michael (3)

Martin, Ian (2)

Mueller, Philippe (2)

Kremens, Lukas (2)

Croce, Mariano (2)

Cites to:

Chernov, Mikhail (11)

koijen, ralph (7)

Hansen, Lars (7)

Zin, Stanley (7)

van Binsbergen, Jules (7)

Backus, David (6)

Campbell, John (6)

Giglio, Stefano (5)

Verdelhan, Adrien (4)

Jasiak, Joann (4)

gourieroux, christian (4)

Main data


Where Irina Zviadadze has published?


Recent works citing Irina Zviadadze (2021 and 2020)


YearTitle of citing document
2021Uncertainty Network Risk and Currency Returns. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2101.09738.

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2021Uncertainty Network Risk and Currency Returns. (2021). Barunik, Jozef ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp687.

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2021Interest Rate Skewness and Biased Beliefs. (2021). Chernov, Mikhail ; Bauer, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9150.

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2021A filtered currency carry trade. (2021). Suh, Sangwon ; Ho, Jin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000930.

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2020The time-varying asymmetry of exchange rate returns: A stochastic volatility – stochastic skewness model. (2020). Iseringhausen, Martin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:275-292.

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2020Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market. (2020). Sensoy, Ahmet ; Serdengeti, Suleyman. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919305642.

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2020Does Bitcoin behave as a currency?: A standard monetary model approach. (2020). Wong, Andrew ; Chau, Po-Hon ; Lo, Chi-Fai ; Hui, Cho-Hoi. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301629.

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2020Tales of tails: Jumps in currency markets. (2020). Wang, Minho ; Lee, Suzanne S. In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s138641811830243x.

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2020Economic momentum and currency returns. (2020). Hasseltoft, Henrik ; Dahlquist, Magnus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:152-167.

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2020International R&D spillovers and asset prices. (2020). Santacreu, Ana Maria ; Gavazzoni, Federico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:330-354.

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2021The cross-section of currency volatility premia. (2021). Neuberger, Anthony ; Kozhan, Roman ; Della Corte, Pasquale. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:950-970.

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2021Benchmark interest rates when the government is risky. (2021). Chernov, Mikhail ; Song, D ; Schmid, L ; Augustin, P. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:74-100.

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2021Volatility and the cross-section of returns on FX options. (2021). Marsh, Ian W ; James, Jessica ; Fullwood, Jonathan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:1262-1284.

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2020The Hedging Channel of Exchange Rate Determination. (2020). Zhang, Tony ; Liao, Gordon Y. In: International Finance Discussion Papers. RePEc:fip:fedgif:1283.

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2020Use of Neural Networks to Accommodate Seasonal Fluctuations When Equalizing Time Series for the CZK/RMB Exchange Rate. (2020). Podhorska, Ivana ; Lazaroiu, George ; Rowland, Zuzana. In: Risks. RePEc:gam:jrisks:v:9:y:2020:i:1:p:1-:d:466130.

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2021Carry Trade Returns and Segmented Risk Pricing. (2021). Schulze, Gordon. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:49:y:2021:i:1:d:10.1007_s11293-021-09698-2.

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2020The Variance Risk Premium in Equilibrium Models. (2020). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric. In: NBER Working Papers. RePEc:nbr:nberwo:27108.

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2021Interest Rate Skewness and Biased Beliefs. (2021). Chernov, Mikhail ; Bauer, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:28954.

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2020Currency Regimes, Volatility Risks, and Carry Trades: The Option Value of Government Currency Intervention in Emerging Markets. (2020). Guo, Wenliang. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:10:y:2020:i:3:f:10_3_4.

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2021Interest rate skewness and biased beliefs. (2021). Chernov, Mikhail ; Bauer, Michael. In: IMFS Working Paper Series. RePEc:zbw:imfswp:163.

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2020Predictability and the cross-section of expected returns: A challenge for asset pricing models. (2020). Thimme, Julian ; Semenischev, Michael ; Schlag, Christian. In: SAFE Working Paper Series. RePEc:zbw:safewp:289.

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2020Tales of tails: Jumps in currency markets. (2020). Wang, Minho ; Lee, Suzanne S. In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s138641811830243x.

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Works by Irina Zviadadze:


YearTitleTypeCited
2017Term Structure of Consumption Risk Premia in the Cross Section of Currency Returns In: Journal of Finance.
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article19
2014Term-structure of consumption risk premia in the cross-section of currency returns.(2014) In: 2014 Meeting Papers.
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This paper has another version. Agregated cites: 19
paper
2018Term Structure of Risk in Expected Returns In: CEPR Discussion Papers.
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paper2
2012Sources of Risk in Currency Returns In: CEPR Discussion Papers.
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paper7
2018Crash Risk in Currency Returns In: Journal of Financial and Quantitative Analysis.
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article38
2012Crash Risk in Currency Returns.(2012) In: 2012 Meeting Papers.
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This paper has another version. Agregated cites: 38
paper
2013Identifying Taylor Rules in Macro-Finance Models In: NBER Working Papers.
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paper2
2021Monetary Policy Risk: Rules vs. Discretion In: NBER Working Papers.
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paper0
2017Term Structure of Risk on Macrofinance Models In: 2017 Meeting Papers.
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paper0

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